On Exponential Local Martingales Connected with Diffusion Processes
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Publication:3680025
DOI10.1002/mana.19841190108zbMath0565.60063MaRDI QIDQ3680025
Hans-Jürgen Engelbert, Wolfgang M. Schmidt
Publication date: 1984
Published in: Mathematische Nachrichten (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/mana.19841190108
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60G44: Martingales with continuous parameter
60J60: Diffusion processes
60J55: Local time and additive functionals
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Cites Work